GHA: move Cygwin jobs back into the Windows workflow

GHA: move Cygwin jobs back into the Windows workflow

Cygwin jobs took 30 minutes and was the reason for moving them to their
own workflow. After recent changes, they finish in 8 minutes, which is
on par or lower than the longest Windows jobs. Thus, Cygwin can now be
moved back to the Windows workflow without causing extra wait for all
the workflow jobs to complete (and allowing a manual retry for the
remaining flaky jobs).

Notice that Cygwin still uses the cygwin/cygwin-install-action action to
install Cygwin itself. This action uses no caching and the time it takes
fluctuates widely depending on mirror speed, congestion and other
things. If Cygwin tends to hold up jobs again for this or other reasons,
this patch may be reverted.

Follow-up to 80a8e24956ff652e865113231649cb0c14f1e7c2 #15083
Follow-up to 2d8464c4cb9736144946701c5e632c817888eaec #14366

Closes #15086